+496.9%
FSLR vs GD
+185.2%
+311.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.3% | -7.0% | -5.7% |
| 7D | +5.3% | -3.0% | +8.3% | +6.5% |
| 30D | +7.8% | +9.3% | -1.5% | +3.2% |
| 3M | -23.4% | -7.2% | -16.2% | -21.1% |
| 6M | -12.9% | +5.5% | -18.3% | -15.6% |
| YTD | -26.7% | +9.5% | -36.1% | -30.4% |
| 1Y | -28.4% | +6.4% | -34.8% | -31.1% |
| 3Y | +44.6% | +59.8% | -15.3% | +10.8% |
| 5Y | +67.9% | +98.0% | -30.1% | +13.4% |
| 10Y | +496.9% | +177.4% | +319.5% | +248.3% |
| All | +496.9% | +185.2% | +311.8% | +248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling